NYMEX Light Sweet Crude Oil Future August 2009
Trading Metrics calculated at close of trading on 06-Jan-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2009 |
06-Jan-2009 |
Change |
Change % |
Previous Week |
Open |
56.89 |
60.20 |
3.31 |
5.8% |
49.06 |
High |
58.89 |
60.48 |
1.59 |
2.7% |
56.15 |
Low |
56.88 |
59.61 |
2.73 |
4.8% |
48.00 |
Close |
59.11 |
59.68 |
0.57 |
1.0% |
56.78 |
Range |
2.01 |
0.87 |
-1.14 |
-56.7% |
8.15 |
ATR |
2.37 |
2.29 |
-0.07 |
-3.0% |
0.00 |
Volume |
1,919 |
3,341 |
1,422 |
74.1% |
5,826 |
|
Daily Pivots for day following 06-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62.53 |
61.98 |
60.16 |
|
R3 |
61.66 |
61.11 |
59.92 |
|
R2 |
60.79 |
60.79 |
59.84 |
|
R1 |
60.24 |
60.24 |
59.76 |
60.08 |
PP |
59.92 |
59.92 |
59.92 |
59.85 |
S1 |
59.37 |
59.37 |
59.60 |
59.21 |
S2 |
59.05 |
59.05 |
59.52 |
|
S3 |
58.18 |
58.50 |
59.44 |
|
S4 |
57.31 |
57.63 |
59.20 |
|
|
Weekly Pivots for week ending 02-Jan-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
78.09 |
75.59 |
61.26 |
|
R3 |
69.94 |
67.44 |
59.02 |
|
R2 |
61.79 |
61.79 |
58.27 |
|
R1 |
59.29 |
59.29 |
57.53 |
60.54 |
PP |
53.64 |
53.64 |
53.64 |
54.27 |
S1 |
51.14 |
51.14 |
56.03 |
52.39 |
S2 |
45.49 |
45.49 |
55.29 |
|
S3 |
37.34 |
42.99 |
54.54 |
|
S4 |
29.19 |
34.84 |
52.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
60.48 |
48.90 |
11.58 |
19.4% |
2.57 |
4.3% |
93% |
True |
False |
2,066 |
10 |
60.48 |
44.75 |
15.73 |
26.4% |
1.63 |
2.7% |
95% |
True |
False |
2,703 |
20 |
60.48 |
44.75 |
15.73 |
26.4% |
1.35 |
2.3% |
95% |
True |
False |
2,807 |
40 |
71.56 |
44.75 |
26.81 |
44.9% |
1.23 |
2.1% |
56% |
False |
False |
2,429 |
60 |
84.82 |
44.75 |
40.07 |
67.1% |
1.35 |
2.3% |
37% |
False |
False |
2,181 |
80 |
109.67 |
44.75 |
64.92 |
108.8% |
1.24 |
2.1% |
23% |
False |
False |
1,808 |
100 |
123.71 |
44.75 |
78.96 |
132.3% |
1.00 |
1.7% |
19% |
False |
False |
1,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
64.18 |
2.618 |
62.76 |
1.618 |
61.89 |
1.000 |
61.35 |
0.618 |
61.02 |
HIGH |
60.48 |
0.618 |
60.15 |
0.500 |
60.05 |
0.382 |
59.94 |
LOW |
59.61 |
0.618 |
59.07 |
1.000 |
58.74 |
1.618 |
58.20 |
2.618 |
57.33 |
4.250 |
55.91 |
|
|
Fisher Pivots for day following 06-Jan-2009 |
Pivot |
1 day |
3 day |
R1 |
60.05 |
58.85 |
PP |
59.92 |
58.01 |
S1 |
59.80 |
57.18 |
|